Just what I needed! Visited your link and followed instructions to delete
the Windows firewall key under HKLM/software/policies/microsoft/windows
firewall. Just like magic after the reboot the firewall was back on and
configurable. Didn't have an entry under HKCU so nothing ended up being
deleted there.
This solution also seemed to fix the trouble I was having d'loading
updates from AVG. It couldn't seem to find my current dialup connection.
Again after the reboot I was able to get the latest from AVG succesfully.
Don't know what could have caused the firewall settings to change,
(virus, I had one. or SP2 install or college's policy about security) but
seems to be back to "normal" now. Thanks a lot everyone for the help.